Results 81 to 90 of about 9,337,952 (196)
BMC Public Health, 2017 Background Although vaccinations are critical for preventing emerging infectious diseases, scant research has been conducted on risk communication.
Jiyeon Kim, Minsoo Jung
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Multivariate Batch Means and Control Variates
We consider applying the nonoverlapping batch means output analysis method in conjunction with the control-variate variance-reduction technique to estimate a steady-state multivariate mean vector.
Barry L. Nelson, Wei-Ning Yang
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New control variates for pricing basket options [PDF]
Data availability: The data underlying this article will be shared on reasonable request to the corresponding author.Supplementary data are available online at: https://academic.oup.com/imaman/advance-article/doi/10.1093/imaman/dpae023/7816702?login ...
Date, P, Jipreze, K
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Assessing the Influence of Sleep-Wake Variables on Body Mass Index (BMI) in Adolescents
Europe's Journal of Psychology, 2013 Recent work has established an association between overweight/obesity and sleep duration, suggesting that short sleep duration and timing of sleeping may lead to overweight.
Christoph Randler +2 more
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On efficient simulation in dynamic models [PDF]
Ways of improving the efficiency of Monte-Carlo (MC) techniques are studied for dynamic models. Such models cause the conventional Antithetic Variate (AV) technique to fail, and will be proved to reduce the benefit from using Control Variates with nearly
Paruolo Paolo, Abadir Karim M.
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Duality for multiobjective variational control and multiobjective fractional variational control problems with pseudoinvexity [PDF]
International Journal of Stochastic Analysis, 2006 A class of multiobjective variational control and multiobjective fractional variational control problems is considered, and the duality results are formulated. Under pseudoinvexity assumptions on the functions involved, weak, strong, and converse duality theorems are proved.
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t-Copula generation for control variates
Mathematics and Computers in Simulation, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hormann, Wolfgang, Sak, Halis
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В мире научных открытий, 2017 Purpose of the paper presented is to determine tendency and intensity for quantitative and qualitative changes in humus and nitrogen of chernozems. System approach to study natural objects is assumed as the basis for research methodology of humus and ...
Aleksei Alekseevich Novikov
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Using Large Ensembles of Control Variates for Variational Inference
CoRR, 2018 Variational inference is increasingly being addressed with stochastic optimization. In this setting, the gradient's variance plays a crucial role in the optimization procedure, since high variance gradients lead to poor convergence. A popular approach used to reduce gradient's variance involves the use of control variates.
Tomas Geffner, Justin Domke
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Static Hedging of Multivariate Derivatives by Simulation [PDF]
We propose an approximate static hedging procedure for multivariate derivatives. The hedging portfolio is composed of statically held simple univariate options, optimally weighted minimizing the variance of the difference between the target claim and the
Paolo Pellizzari
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